NYMEX Natural Gas Future March 2012
| Trading Metrics calculated at close of trading on 06-Jan-2012 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2012 |
06-Jan-2012 |
Change |
Change % |
Previous Week |
| Open |
3.149 |
3.005 |
-0.144 |
-4.6% |
2.986 |
| High |
3.153 |
3.113 |
-0.040 |
-1.3% |
3.153 |
| Low |
2.982 |
2.994 |
0.012 |
0.4% |
2.964 |
| Close |
3.017 |
3.098 |
0.081 |
2.7% |
3.098 |
| Range |
0.171 |
0.119 |
-0.052 |
-30.4% |
0.189 |
| ATR |
0.107 |
0.108 |
0.001 |
0.8% |
0.000 |
| Volume |
62,232 |
72,234 |
10,002 |
16.1% |
204,110 |
|
| Daily Pivots for day following 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.425 |
3.381 |
3.163 |
|
| R3 |
3.306 |
3.262 |
3.131 |
|
| R2 |
3.187 |
3.187 |
3.120 |
|
| R1 |
3.143 |
3.143 |
3.109 |
3.165 |
| PP |
3.068 |
3.068 |
3.068 |
3.080 |
| S1 |
3.024 |
3.024 |
3.087 |
3.046 |
| S2 |
2.949 |
2.949 |
3.076 |
|
| S3 |
2.830 |
2.905 |
3.065 |
|
| S4 |
2.711 |
2.786 |
3.033 |
|
|
| Weekly Pivots for week ending 06-Jan-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3.639 |
3.557 |
3.202 |
|
| R3 |
3.450 |
3.368 |
3.150 |
|
| R2 |
3.261 |
3.261 |
3.133 |
|
| R1 |
3.179 |
3.179 |
3.115 |
3.220 |
| PP |
3.072 |
3.072 |
3.072 |
3.092 |
| S1 |
2.990 |
2.990 |
3.081 |
3.031 |
| S2 |
2.883 |
2.883 |
3.063 |
|
| S3 |
2.694 |
2.801 |
3.046 |
|
| S4 |
2.505 |
2.612 |
2.994 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3.153 |
2.964 |
0.189 |
6.1% |
0.129 |
4.2% |
71% |
False |
False |
48,857 |
| 10 |
3.278 |
2.964 |
0.314 |
10.1% |
0.112 |
3.6% |
43% |
False |
False |
36,858 |
| 20 |
3.578 |
2.964 |
0.614 |
19.8% |
0.100 |
3.2% |
22% |
False |
False |
44,668 |
| 40 |
3.847 |
2.964 |
0.883 |
28.5% |
0.103 |
3.3% |
15% |
False |
False |
36,594 |
| 60 |
4.114 |
2.964 |
1.150 |
37.1% |
0.102 |
3.3% |
12% |
False |
False |
30,729 |
| 80 |
4.450 |
2.964 |
1.486 |
48.0% |
0.097 |
3.1% |
9% |
False |
False |
26,443 |
| 100 |
4.516 |
2.964 |
1.552 |
50.1% |
0.098 |
3.2% |
9% |
False |
False |
23,005 |
| 120 |
4.896 |
2.964 |
1.932 |
62.4% |
0.097 |
3.1% |
7% |
False |
False |
20,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3.619 |
|
2.618 |
3.425 |
|
1.618 |
3.306 |
|
1.000 |
3.232 |
|
0.618 |
3.187 |
|
HIGH |
3.113 |
|
0.618 |
3.068 |
|
0.500 |
3.054 |
|
0.382 |
3.039 |
|
LOW |
2.994 |
|
0.618 |
2.920 |
|
1.000 |
2.875 |
|
1.618 |
2.801 |
|
2.618 |
2.682 |
|
4.250 |
2.488 |
|
|
| Fisher Pivots for day following 06-Jan-2012 |
| Pivot |
1 day |
3 day |
| R1 |
3.083 |
3.088 |
| PP |
3.068 |
3.078 |
| S1 |
3.054 |
3.068 |
|